Tomorrow's meeting is
canceled since there is nothing new to discuss since 2006-05-23.
Items on the agenda will be:
- Changes made by Marc
Gratacos to the packaging of the
validation rules
- Updated Credit
Derivatives rules.
- Time zone handling in
FpML
- Should time zones be
allowed?
- If so how do we
compute relative dates if time zones are not present or are only
present on one of the dates?
- Do we look to the
XPath 2.0 recommendation?
The (hopefully) final meeting
to review the CD rules and is scheduled for Wednesday 14th June. All
are invited to attend.
Regards,
Simon Heinrich
C24
Hope you had a great weekend!
Just a reminder that we are scheduled to have our second session on
revising and enhancing the validation rules for credit derivatives this
coming Wednesday.
Here is the dial-in information:
Time: 9:00-10:30 AM New York, 2:00-3:30 PM London
Call-In details:
US callers: 1 888 481 3032
Int'l callers: 1 617 801 9600
Part. Code: 751365
Attached you will find the version of the rules updated with the changes
we agreed to at our May 10th session. We will pick-up where we left off
at this session - see below for details.
Ben Lis
Integration Team Global Head
T +1 917 661 5918
www.tzero.com
-----Original Message-----
From: cdwg@xxxxxxxx
[mailto:cdwg@xxxxxxxx]
On Behalf Of Marc Gratacos
Sent: Wednesday, May 10, 2006 10:49 AM
To: cdwg@xxxxxxxx;
valwg@xxxxxxxx
Subject: FpML-CD updated spreadsheet with cd validation rules
All,
Thanks for joining the call today.
Participants
------------
Andrew Parry
Henri Pegeron
Irina Yermakova
Simon Heinrich
Andrew Jacobs
Marc Teichman
Ben Lis
Marc Gratacos
(Probably I missed someone, just let me know)
I am attaching the updated spreadsheet with the cd rules. Changes are in
red. We didn't have time to cover rules 13 to 20 and from 22 to 37.
We'll continue on the next call but reply to the mailing list if you
have any comments.
Additionally, I want to bring the additional two points mentioned on the
call:
* Add additional firstPeriodStartDate element to feeLeg (schema change
to be discussed on the cdwg).
* Additional rules for IndexReferenceInformation and
BasketReferenceInformation in the next meeting.
Thanks again,
Marc
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